The song begins with a deep-pitched synthesizer orchestration (omitted from the 7" single edit), leading into a slow piano progression accompanying a classical guitar, followed by several spoken verses. The single edit removes the opening synthesisers, beginning with acoustic guitar.
After the verses, the song opens into a slow, bass-driven beat, with strident electric guitar chords at the end, before the gradual diminuendo featuring extended interplay between Mark Knopfler's acoustic guitar and marimba played by Mike Mainieri.
On the Sultans of Swing: The Very Best of Dire StraitsDVD, Mark Knopfler said this about the song: "It's just about the Private Investigations... "What have you got at the end of the day" – Nothing more than you started out with..." It is said the song was inspired by author Raymond Chandler.[1]
This song was also modified by Mark Knopfler into a score for the Bill Forsyth film Comfort and Joy in 1984, in which portions of the song are used for certain scenes.
It was also used in the video release of the 1984 film Against All Odds during the deleted scenes. A section of the footage cut from the final release dealt with the time spent on the run, in Mexico, by Rachel Ward’s & Jeff Bridges' characters.
The riff from the song was used in France on a Crédit Agricole advert in 1984, and on a BT advert in 1994.